Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 74 0 1 2 182
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 0 12 1 2 3 55
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 1 4 923
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 25 0 1 1 64
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 0 21 2 4 8 120
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 242 0 1 5 1,234
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 3 8 9 98
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 1 151 0 3 6 441
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 2 5 7 731
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 1 2 3 567
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 1 36 3 9 12 116
Model comparison using the Hansen-Jagannathan distance 0 0 0 118 1 7 10 344
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 0 0 33 1 3 5 159
Playing the field: Geomagnetic storms and international stock markets 0 0 0 309 32 41 49 1,199
Pricing model performance and the two-pass cross-sectional regression methodology 0 1 1 154 1 10 11 600
Robust inference in linear asset pricing models 0 0 0 35 0 0 0 66
Specification tests of asset pricing models using excess returns 0 0 0 113 1 2 7 453
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 1 3 4 70
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 0 1 2 289
The price of inflation and foreign exchange risk in international equity markets 0 0 0 233 0 5 6 1,002
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 0 21 1 5 7 69
Total Working Papers 0 1 3 2,169 50 114 161 8,782

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 0 45 0 0 3 169
Financial market frictions 0 0 2 117 1 5 13 366
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 0 80 0 2 7 215
Model Comparison Using the Hansen-Jagannathan Distance 0 0 0 54 2 11 17 188
Specification tests of asset pricing models using excess returns 0 0 0 63 0 1 4 258
The news in financial asset returns 0 0 0 6 1 2 3 197
Total Journal Articles 0 0 2 365 4 21 47 1,393

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Statistics updated 2026-01-09